V-Lab
CBOE DJIA Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:189.64% (-9.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6447 | 8.01 | |
| 0.1547 | 31.30 | |
| 0.8117 | 127.54 | |
| -0.2165 | -15.22 | |
| 1.2477 | 25.07 |
Estimation Period:
Oct 6, 1997 to Jun 27, 2025
Oct 6, 1997 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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